摘要
本文证明了[1]提出的ARMA模型的广义偏相关函数估计和[2]提出的入函数和θ函数估计具有强收敛速度O(loglogT/T)^(1/2)
In this paper,it is proved that the estimations of the generalized partial autocorrelation funetions,λ-funetion and θ-function for ARMA model suggested by [1] and [2] have the strong convergence rate O((LogLog T/T)^(1/2)).
出处
《太原重型机械学院学报》
1993年第2期43-50,共8页
Journal of Taiyuan Heavy Machinery Institute
关键词
ARMA模型
偏相关函数
强收敛速度
ARMA model
generalized autocorrclation function
strong convergcoce rate